Registration Number
0224U033342,
(0121U107699)
, R & D reports
Title
Development of scientifically based methods to reduce the risk of financial transactions
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Розробка науково обґрунтованих методів зменшення ризиковості фінансових операцій
Head
Pistunov Ihor M., Доктор технічних наук
Registration Date
25-12-2024
Organization
National Technical University Dnipro Polytechnic
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Development of methods and models that would reduce the riskiness of financial transactions in portfolio securities trading, reduce the risk of loss of business financial institutions due to non-repayment of loans and staff errors.
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The main characteristics that affect risks in financial activities are determined.
The main methods of risk management are studied and summarized.
The key factors that affect the level of risk are established. Recommendations are developed to minimize the impact of negative factors. Methods for quantitative risk determination are developed, including risk analysis of individual operations, general risk metrics and risk indicators in the form of relationships. The corporate utility function is analyzed and the measure of riskiness is determined when calculating the commodity credit limit. The effectiveness of low-risk securities trading models is determined, including the Pistunov-Sitnikov model and the synthetic model. The risk assessment is carried out when issuing credit to clients without a credit history and the measure of client riskiness is determined
Product Description
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Kabaсhenko Dmytro V.
Kochura Denys V.
Ostrianyn Serhii O.
Prykhodchenko Oksana Yu.
Churikanova Olena Yu.
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2024-12-25
